Convex analysis in the semiparametric model with Bernstein polynomials

Author:

Ding Jianhua,Zhang Zhongzhan

Funder

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference33 articles.

1. Nonparametric option pricing under shape restrictions;Aït-Sahalia;Journal of Econometrics,2003

2. Robust estimators in semiparametric partially linear regression models;Bianco;Journal of Statistical Planning and Inference,2004

3. Efficient and adaptive estimation for semiparametric models;Bickel,1993

4. Estimating a convex function in nonparametric regression;Birke;Scandinavian Journal of Statistics,2007

5. Shape restricted regression with random Bernstein polynomials;Chang,2007

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1. A Semi-Closed Form Approximation of Arbitrage-Free Call Option Price Surface;Computational Economics;2023-03-10

2. Test shape constraints in semiparametric model with Bernstein polynomials;Communications in Statistics - Simulation and Computation;2019-12-10

3. Bayesian estimation on semiparametric models with shape restricted B-splines;Communications in Statistics - Simulation and Computation;2017-06-28

4. Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints;Journal of Inequalities and Applications;2016-06-10

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